Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 8.95% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 481'692 | 481'692 | 51'469 CHF | 56'285 CHF | 99.38% | 99.38% |
19.11.2024 | 8.76% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 470'151 | 470'151 | 51'373 CHF | 56'074 CHF | 99.27% | 99.27% |
18.11.2024 | 7.91% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 421'342 | 421'342 | 51'200 CHF | 55'414 CHF | 99.25% | 99.25% |
15.11.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 399'328 | 399'328 | 51'944 CHF | 55'937 CHF | 99.39% | 99.39% |
14.11.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'512 | 425'512 | 50'967 CHF | 55'222 CHF | 99.35% | 99.35% |
13.11.2024 | 7.66% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 410'102 | 410'102 | 51'486 CHF | 55'587 CHF | 99.38% | 99.38% |
12.11.2024 | 7.01% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 379'484 | 379'484 | 52'266 CHF | 56'061 CHF | 99.07% | 99.07% |
11.11.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'497 CHF | 55'997 CHF | 99.25% | 99.25% |
08.11.2024 | 6.43% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 348'352 | 348'352 | 52'453 CHF | 55'936 CHF | 99.39% | 99.39% |
07.11.2024 | 6.57% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 356'637 | 356'637 | 52'503 CHF | 56'069 CHF | 99.28% | 99.28% |